+267.2%
KLAC vs VALE
+45.8%
+221.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.6% |
| 7D | +2.5% | -0.2% | +2.6% | +2.6% |
| 30D | -11.5% | +9.7% | -21.3% | -16.1% |
| 3M | -16.9% | +5.3% | -22.2% | -19.3% |
| 6M | +22.2% | +0.5% | +21.7% | +21.4% |
| YTD | +46.4% | +20.6% | +25.7% | +32.5% |
| 1Y | +91.0% | +57.6% | +33.4% | +50.8% |
| All | +267.2% | +45.8% | +221.4% | +184.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VALE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling